+21.3%
ELF vs PPG
+2.6%
+18.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.8% |
| 7D | +1.6% | +0.7% | +0.8% | +1.2% |
| 30D | +9.1% | +17.6% | -8.5% | -1.1% |
| 3M | +28.2% | +7.5% | +20.7% | +22.5% |
| 6M | +119.5% | +17.6% | +101.9% | +98.3% |
| YTD | +55.2% | +22.6% | +32.6% | +33.8% |
| 1Y | +58.6% | +28.0% | +30.6% | +32.7% |
| 3Y | +21.3% | +1.8% | +19.5% | +9.7% |
| All | +21.3% | +2.6% | +18.7% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling